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subject:"United Kingdom"
~person:"Blundell, Richard W."
~person:"Diebold, Francis X."
~person:"Gupta, Rangan"
~subject:"Kointegration"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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United Kingdom
Kointegration
United States
Zeitreihenanalyse
Estimation
450
Schätzung
450
USA
137
Forecasting model
115
Prognoseverfahren
115
Volatility
101
Volatilität
101
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97
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97
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90
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90
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80
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73
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62
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61
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56
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56
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34
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253
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Blundell, Richard W.
Diebold, Francis X.
Gupta, Rangan
Caporale, Guglielmo Maria
252
Gil-Alaña, Luis A.
235
Bahmani-Oskooee, Mohsen
80
Belke, Ansgar
77
Pesaran, M. Hashem
74
Heckman, James J.
70
Koopman, Siem Jan
61
McAleer, Michael
59
Jenkins, Stephen
51
Hamermesh, Daniel S.
49
Narayan, Paresh Kumar
49
Chang, Tsangyao
48
Miller, Stephen M.
48
Marcellino, Massimiliano
47
Wohar, Mark E.
45
Cheung, Yin-Wong
44
Hart, Robert A.
43
Bollerslev, Tim
41
Kapetanios, George
41
Meghir, Costas
41
Tiwari, Aviral Kumar
41
Balcilar, Mehmet
40
Dreger, Christian
40
Gil-Alana, Luis A.
40
Van Reenen, John
39
Wolters, Jürgen
39
Herwartz, Helmut
37
Lütkepohl, Helmut
37
Timmermann, Allan
37
Härdle, Wolfgang
36
Basu, Susanto
35
Gao, Jiti
35
Hautsch, Nikolaus
35
Beckmann, Joscha
34
Shields, Michael
34
Addison, John T.
33
Bloom, Nicholas
33
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2
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1
National Bureau of Economic Research
1
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Department of Economics working paper series
20
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12
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9
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8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
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6
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5
Economics letters
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4
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4
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4
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2
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2
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2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
253
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1
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253
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
9
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
10
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
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